-27.6%
AR vs INDA
+146.5%
-174.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.4% |
| 7D | -5.8% | +6.2% | -12.0% | -8.8% |
| 30D | +4.8% | +12.4% | -7.5% | -1.8% |
| 3M | +1.5% | +3.2% | -1.6% | -0.5% |
| 6M | +4.7% | +3.8% | +0.9% | +1.9% |
| YTD | +9.2% | -4.3% | +13.5% | +10.2% |
| 1Y | +11.2% | -4.5% | +15.7% | +12.3% |
| 3Y | +46.2% | +17.1% | +29.2% | +30.4% |
| 5Y | +98.1% | +11.0% | +87.0% | +81.1% |
| 10Y | +54.5% | +107.5% | -53.0% | -3.0% |
| All | -27.6% | +146.5% | -174.2% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling